Prediction and inverse estimation in repeated-measures models
From MaRDI portal
Publication:1901764
DOI10.1016/0378-3758(94)00127-HzbMath0832.62067MaRDI QIDQ1901764
Publication date: 9 November 1995
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
prediction; EM algorithm; longitudinal data; maximum likelihood; covariance structures; semivariogram; inverse prediction; paper testing; repeated measures models
Related Items
Likelihood Methods for Controlled Calibration, Analysis of growth curve data by using cubic smoothing splines
Uses Software
Cites Work
- Random-Effects Models for Longitudinal Data
- Prediction of future observations in growth curve models. With discussion and a reply by the author
- Prediction in growth curve models using the EM algorithm
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
- Empirical Bayes Estimation of Individual Growth-Curve Parameters and Their Relationship to Covariates
- An Approach to the Analysis of Repeated Measurements
- Newton-Raphson and EM Algorithms for Linear Mixed-Effects Models for Repeated-Measures Data
- Statistical Calibration: A Review
- Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems
- Maximum Likelihood Computations with Repeated Measures: Application of the EM Algorithm
- Best Linear Unbiased Prediction in the Generalized Linear Regression Model
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item